EE-891 Stochastic Systems FALL-2021

Instructor: Dr. Sajjad Hussain Prepared by: Aamer Khan Tareen

sajjadhussain2@seecs.edu.pk atareen.msee19seecs@seecs.edu.pk

ASSIGNMENT # 02
Deadline: Dec 09, 2021

Instructions

 By hand submission.
 Show complete working in all questions to obtain full marks.
 Penalty will apply if the student is found guilty of copying any part.
 Late submission will not be accepted.

QUESTION # 01
Exponentially Distributed Random Variable with pdf:

fX(x) = e-x x≥1

0 elsewhere

Is transformed into another random variable Y using the transformation

Y = 2(X - 2)2 – 6
Find the pdf of random variable Y, that is fY(y). (10)

Note: Show complete working for both of the possible roots.

QUESTION # 02
For a Laplace random variable whose PDF is given by:

𝟏 |𝐱|
𝐟𝐱(𝐱) = 𝒆𝒙𝒑(− )
𝟐𝒃 𝒃
Find the characteristic function, φX(ω). (5)

QUESTION # 03
A random variable X has pdf:

fX(x) = cx (4 – x2) 0≤x≤2

0 elsewhere

a) Find c and plot the PDF. (5)

b) Find and plot the CDF of X. (3)
c) Find E[X], Var[X], E[X3]. (7)

For Queries: atareen.msee19seecs@seecs.edu.pk